Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718): Difference between revisions
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Revision as of 07:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing |
scientific article |
Statements
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (English)
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8 June 2015
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multivariate stochastic volatility
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Wishart process
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leverage effects
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feedback effects
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multifactor model
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option pricing
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